Wikipedia notes that the story first appears in London chapbooks and the Newgate Calendar, that no newspaper or diary of the period mentions the disappearances of hundreds of people, and that accounts disagree on the century in which it is set. It resembles older cannibal tales, including a 1459 story in a 1696 book by Nathaniel Crouch, and that of Christie Cleek. Irvine Times tells it as an Ayrshire legend and notes the versions that name James VI or an earlier king.
The local historian R.H.J. Urquhart wrote in 2002 that a cave at Balcreuchan Port near Ballantrae was only identified as Sawney's in a 'rural myth' of the 1970s, that the district council improved the path to it in 1978, and that the Ordnance Survey now marks it. His conclusion is that the story should meet 'polite incredulity at least'. The cave is on a steep, tidal shore, and visiting it can be dangerous.
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